+114.4%
NI vs CG
-21.9%
+136.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.2% |
| 7D | +3.1% | -1.5% | +4.6% | +3.3% |
| 30D | +11.2% | +5.7% | +5.5% | +10.2% |
| 3M | +9.8% | -17.9% | +27.7% | +12.5% |
| 6M | -1.6% | -20.2% | +18.6% | +1.0% |
| YTD | +12.6% | -32.0% | +44.6% | +17.8% |
| 1Y | +7.8% | -27.0% | +34.8% | +11.5% |
| 3Y | +100.5% | +42.8% | +57.7% | +79.6% |
| 5Y | +114.4% | -23.4% | +137.9% | +100.9% |
| All | +114.4% | -21.9% | +136.3% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling